Global Beta declines 0.6% in May on negative returns across all asset classes except gold and equities. Live performance is getting close to being significantly different from the backtesting performance so we are entering an intense validation phase over the coming months about whether to continue the strategy or not. In the end the decision will be up to statistics.
from Peter Garnry - Authored content http://ift.tt/1HFddkr
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Global Beta retreats 0.6% in May as only equities and gold hold up
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